Title :
How good are the stochastic analysis methods for stochastic reachability
Author :
Bujorianu, Manuela L.
Author_Institution :
Sch. of Math., Univ. of Manchester, Manchester, UK
Abstract :
For stochastic hybrid systems, safety verification methods are very little supported mainly because of complexity and difficulty of the associated mathematical problems. Stochastic reachability problem can be treated as an exit problem for a suitable class of Markov processes. Using Newtonian/Martin capacities associated to the Green/Martin kernel of a Markov process, we obtain upper bounds for the reach probabilities.
Keywords :
Markov processes; probability; reachability analysis; Green-Martin kernel; Markov processes; Newtonian-Martin capacity; exit problem; probabilities; safety verification methods; stochastic analysis methods; stochastic hybrid systems; stochastic reachability problem; Capacity planning; Diffusion processes; Generators; Kernel; Markov processes; Trajectory; Green kernel; Markov models; capacity; operator methods; reachability; stochastic hybrid processes;
Conference_Titel :
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
978-1-61284-800-6
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2011.6161349
